Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.554 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47475.27 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46080.3 Kr¶

PnL: ---------------------------------------> -808.27 Kr¶

DD now: ---------------------------------> -2.374 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 12:46:27.009182'

Anic Portfolio¶

Today¶

Return: -0.993 %¶

This Week¶

Return: -0.913 %¶

Total¶

Return: 55.422 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.340000 3104.400000 133.400000 4.490000 2971.000006
HEBA B 70 -0.880000 2765.000000 129.000000 4.890000 2636.000010
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.590000 3427.200000 50.200000 1.490000 3377.000000
Corem Property Group B 59 -1.420000 613.600000 36.600000 6.340000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.410000 389.300000 34.300000 9.660000 355.000000
AcadeMedia 12 -3.120000 588.240000 31.240000 5.610000 557.000004
Resurs Holding 22 -1.520000 600.160000 26.160000 4.560000 573.999998
MedCap 2 -1.970000 447.000000 26.000000 6.180000 421.000000
Boozt 12 -1.270000 1675.200000 21.200000 1.280000 1653.999996
Norva24 Group 16 -0.850000 561.600000 18.600000 3.430000 543.000000
HMS Networks 2 -3.040000 689.200000 16.200000 2.410000 673.000000
Swedbank A 3 -0.670000 577.200000 13.200000 2.340000 564.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Securitas B 6 -1.120000 582.000000 12.000000 2.110000 570.000000
OEM International B 7 -0.780000 534.800000 6.800000 1.290000 527.999997
Coor Service Management Hold. 8 -0.660000 538.400000 6.400000 1.200000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.380000 249.360000 3.360000 1.370000 246.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Handelsbanken A 5 -1.410000 540.000000 -6.000000 -1.100000 546.000000
Nordea Bank Abp 29 -0.200000 3447.520000 -6.480000 -0.190000 3453.999992
Intrum 4 -4.620000 520.200000 -6.800000 -1.290000 527.000000
Essity B 2 -0.320000 558.800000 -15.200000 -2.650000 574.000000
Midsona B 63 -1.320000 566.370000 -16.630000 -2.850000 582.999984
CTEK 13 -2.210000 505.960000 -28.040000 -5.250000 533.999999
Essity A 4 -1.060000 1118.000000 -31.000000 -2.700000 1149.000000
International Petroleum Corp. 5 -1.790000 548.000000 -46.570000 -7.830000 594.565215
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Sampo Oyj SDB 7 -1.380000 3755.500000 -94.500000 -2.450000 3850.000000
Fasadgruppen Group 35 1.960000 3647.000000 -164.000000 -4.300000 3810.999990
Axfood 13 0.220000 3590.600000 -165.400000 -4.400000 3756.000001
OX2 18 -2.610000 1410.300000 -253.700000 -15.250000 1663.999992
Ovzon 52 -2.720000 2787.200000 -574.800000 -17.100000 3361.999992
TOTAL 46080.300000 -808.270000 -2.3743% 46888.564618

Updated:¶

'2023-01-25 12:46:39.743357'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶